+2,749.9%
CIEN vs CHTR
+282.5%
+2,467.4%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -8.1% | +7.2% | +1.2% |
| 7D | -4.6% | -15.8% | +11.2% | -0.1% |
| 30D | -12.8% | -12.7% | -0.2% | -10.2% |
| 3M | -23.1% | -1.1% | -22.0% | -24.4% |
| 6M | +6.1% | -39.9% | +46.0% | +17.8% |
| YTD | +44.5% | -35.9% | +80.4% | +55.5% |
| 1Y | +176.6% | -49.2% | +225.8% | +219.8% |
| 3Y | +601.0% | -68.3% | +669.3% | +804.4% |
| 5Y | +509.1% | -83.0% | +592.1% | +869.9% |
| 10Y | +1,460.5% | -49.3% | +1,509.8% | +1,373.6% |
| All | +2,749.9% | +282.5% | +2,467.4% | +851.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CHTR.
Daily Out/Under-Performance
Portfolio return minus CHTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHTR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CHTR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling